similar to: Time format

I have defined a daily timeseries for the 365 days of 2003 issuing: myts = ts(dati[,2:10],frequency=365,) > myts Time Series: Start = c(1, 1) End = c(1, 365) Frequency = 365 and mytime = as.POSIXct(strptime(as.character(dati[,1]),format="%Y-%m-%d")) contains the dates from "2003-01-01" to "2003-12-31" How can I combine mytime and myts in order to list

Sorry to keep posting but I want to do this right and I'm hoping for some pointers I now have two time series objects which I need to subtract. Unfortunatly the two series dont have the same sample rates. When I try to subtract them avgSub<-avg1-avg2 The time series object is clever enough to object. So I guess I need to write a function for subtraction of the time series objects which

Hi all, I have the following script which fills the values which are less than the mean of a given timeseries. If you look closely, the colored regions are "out of line". Any suggestions how I can rectify this? Thanks Muhammad # ----- #rm(list=ls()) x <- abs(rnorm(100)) tt <- 1:100 m <- mean(x) w <- which(x>=m) x1 <- x ; x2 <- x ; x3 <- x x1[w] <- m

I found an example at http://www.bearcave.com/finance/random_r_hacks/kalman_smooth.html shown below. But it seems the structSSM function has been removed from KFAS library so it won't run. Does anyone know how to fix the code so that it runs? library(KFAS) library(tseries) library(timeSeries) library(zoo) library(quantmod) getDailyPrices = function( tickerSym, startDate, endDate ) {

I am having a hard time interpreting the phase and coherency plots. x is two timeseries that occur at the same time i.e. a b 1 11.2 12.3 16 11.3 12.4 31 11.4 12.5 46 11.5 12.6 ...etc even though my example is does not show this they are oscillating at more or less the same frequency just shifted by t=x (imagine two sine waves offset with the 2nd sine

Hi all, If I use a moving average, it will smooth the choppy time series, but it will lead to lagging... How do I smooth timeseries without the lagging effect? Thanks!

Dear all, I'm indirectly faced with the fact that setting the 'tsp' attribute of an object modifies its class definition: > class( structure(1:2, tsp=c(1,2,1), class=c("myts","ts")) ) [1] "ts" "myts" In general, this is of really little (ok, I admit: totally no) interest for me because 'myts' class is added just after assigning the

I tried to assign values to specific elements of a time series and got in trouble. The code below should be almost self-explanatory. I wanted to assign 0 to the first element of x, but instead I assigned zero to the second element of x, which is not what I wanted. Is there a function that will allow me to do this without going into index arithmetic (which would be prone to errors)? FS >

Having to collect hourly electricity loads and quarter-of-an-hour electricity production data for some years I think that the tidiest way of doing it is to resort to ts but I don't know how to define such a frequency starting from a set date. Leafing through r-help mail archives I've found this *ALMOST* satisfactory message: ==========================================================

> structSSM Is no longer part of KFAS. All you needed to do was: library(KFAS) ?KFAS and you would have seen that if you went to the index. A structural state space model is now built up from its components, much like in LM. Look at; ?SSModel -Roy > On Jul 29, 2017, at 9:26 PM, Staff <rbertematti at gmail.com> wrote: > > I found an example at >

Dear R help list members, I am experiencing difficulty in trying to generate a subscript '2' in an axis label. Although I can get the '2' into a subscript using expression(), R then forces me to leave at least one space between the '2' and the following character. My label is supposed to read 'N2O concentration (ppm)', and the space between the '2' and

Dear R users, I have a dataframe where column is has countries, column 2 is dates (monthly) for each countrly, the next 10 columns are my factors where I have measurements for each country and for each date. I have attached a sample of the data in csv format with the data for 3 countries. I would like to convert my monthly data into quarterly data, finding the mean over 3 month periods for

Hi all, I created a graph by plotting 4 time series on top of each other but don't know how to add extra axes on the right hand side of the plot (or leftside). For the first two time series it axis are plotted but the last two time series don't have and axis. How can these be added and where? e.g. par(mfrow=c(1,1)) plot(timeserie1) par(new=T) plot(timeserie2,

Hullo I may have missed something blindingly obvious here. I'm using xts to handle some timeseries data. I've got daily measurements for 100 years. If I try to reduce the error rate by taking means of each month, I'm getting what at first sight appears to be conflicting information. Here's a small subset to show the problem: A small set of data: > vv x

hello, I got a problem with plotting large time series, since I want to store the results in a .PDF file (I want to store several pages of plots). The PDF files get too large to be handled (> 10MB, one was even 200MB big). So I wonder, if there would be a possibilty to either - reduce the file size of the PDF - change the way the plot is generated to reduce the plot size? I use:

For the command 'spectrum' I read: The spectrum here is defined with scaling 1/frequency(x), following S-PLUS. This makes the spectral density a density over the range (-frequency(x)/2, +frequency(x)/2], whereas a more common scaling is 2? and range (-0.5, 0.5] (e.g., Bloomfield) or 1 and range (-?, ?]. Forgive my ignorance but I am having a hard time interpreting this. Does this mean

Hello, I have two series, one with stream stage measurements every 5 minutes, and the other with barometric pressure measurements every hour. I want to subtract each barometric pressure measurement from the 12 stage measurements closest in time to it (6 stage measurements on either side of the hour). I want to do something like the following, but I don't know the syntax. "If the

Hi dear R-users, I have a question about a function I'm trying to improve. How can I stop the function calculation at the last numeric value of my data? The problem is that the end of my data contains missing values (NAs). And the aim of my function is to compare the first numeric value with the next one (till the end). For the moment, It works well when my data doesn't contains any NAs

I have the following timeseries "tab" ===================================== > str(tab) mts [1:23, 1:2] 79.5 89.1 84.9 75.7 72.8 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr [1:2] "Ipex...I" "Omel...E" - attr(*, "tsp")= num [1:3] 2006 2008 12 - attr(*, "class")= chr [1:2] "mts" "ts" > tab

I have a set of modeled climate data recorded at irregular intervals. The format of the data is such that there are monthly measurements for the years 2000, 2020, 2050, 2080, etc. Therefore I have 12 regular records, a skip of some number of years, then 12 more monthly records, another skip, and so on.... I created a dataframe from .txt with the read.table() command. For starters I need